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SOGP vs. ASST
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOGP vs. ASST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lizhi Inc (SOGP) and Asset Entities Inc. Class B Common Stock (ASST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOGP achieves a -1.09% return, which is significantly lower than ASST's 0.34% return.


SOGP

1D
-10.13%
1M
-19.07%
YTD
-1.09%
6M
-15.18%
1Y
349.54%
3Y*
5.97%
5Y*
-28.90%
10Y*

ASST

1D
-0.27%
1M
-18.67%
YTD
0.34%
6M
-14.47%
1Y
-86.00%
3Y*
-60.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOGP vs. ASST - Yearly Performance Comparison


2026 (YTD)202520242023
SOGP
Lizhi Inc
-1.09%465.48%-20.80%-74.15%
ASST
Asset Entities Inc. Class B Common Stock
0.34%50.46%-84.65%-89.13%

Correlation

The correlation between SOGP and ASST is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.10

The correlation between SOGP and ASST shifts across timeframes, from 0.07 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

SOGP:

CN¥2.07B

ASST:

$5.73M

Gross Profit (TTM)

SOGP:

CN¥585.38M

ASST:

-$7.43M

EBITDA (TTM)

SOGP:

-CN¥138.59M

ASST:

-$304.63M

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Return for Risk

SOGP vs. ASST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOGP
SOGP Risk / Return Rank: 8989
Overall Rank
SOGP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SOGP Sortino Ratio Rank: 9898
Sortino Ratio Rank
SOGP Omega Ratio Rank: 9696
Omega Ratio Rank
SOGP Calmar Ratio Rank: 9292
Calmar Ratio Rank
SOGP Martin Ratio Rank: 8282
Martin Ratio Rank

ASST
ASST Risk / Return Rank: 1616
Overall Rank
ASST Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ASST Sortino Ratio Rank: 1616
Sortino Ratio Rank
ASST Omega Ratio Rank: 1818
Omega Ratio Rank
ASST Calmar Ratio Rank: 77
Calmar Ratio Rank
ASST Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOGP vs. ASST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lizhi Inc (SOGP) and Asset Entities Inc. Class B Common Stock (ASST). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOGPASSTDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+5.65

Omega ratioGain probability vs. loss probability

1.58

0.92

+0.65

Calmar ratioReturn relative to maximum drawdown

4.98

-0.90

+5.88

Martin ratioReturn relative to average drawdown

6.85

-1.08

+7.94

SOGP vs. ASST - Sharpe Ratio Comparison

The current SOGP Sharpe Ratio is 1.26, which is higher than the ASST Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of SOGP and ASST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOGP vs. ASST - Drawdown Comparison

The maximum SOGP drawdown since its inception was -99.25%, roughly equal to the maximum ASST drawdown of -98.78%. Use the drawdown chart below to compare losses from any high point for SOGP and ASST.


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Drawdown Indicators


SOGPASSTDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-98.78%

-0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-70.70%

-95.98%

+25.28%

Max Drawdown (3Y)

Largest decline over 3 years

-88.37%

-97.25%

+8.88%

Max Drawdown (5Y)

Largest decline over 5 years

-98.42%

Current Drawdown

Current decline from peak

-92.33%

-97.48%

+5.15%

Average Drawdown

Average peak-to-trough decline

-84.35%

-90.44%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.29%

79.36%

-28.07%

Volatility

SOGP vs. ASST - Volatility Comparison

The current volatility for Lizhi Inc (SOGP) is 16.73%, while Asset Entities Inc. Class B Common Stock (ASST) has a volatility of 24.00%. This indicates that SOGP experiences smaller price fluctuations and is considered to be less risky than ASST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOGPASSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.73%

24.00%

-7.27%

Volatility (6M)

Calculated over the trailing 6-month period

57.11%

80.82%

-23.71%

Volatility (1Y)

Calculated over the trailing 1-year period

279.88%

163.08%

+116.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

156.54%

321.65%

-165.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

160.31%

321.65%

-161.34%

Dividends

SOGP vs. ASST - Dividend Comparison

SOGP's dividend yield for the trailing twelve months is around 20.66%, while ASST has not paid dividends to shareholders.


PositionTTM2025
ASST
Asset Entities Inc. Class B Common Stock
0.00%0.00%
SOGP
Lizhi Inc
20.66%8.61%

Financials

SOGP vs. ASST - Financials Comparison

This section allows you to compare key financial metrics between Lizhi Inc and Asset Entities Inc. Class B Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
422.82M
2.76M
(SOGP) Total Revenue
(ASST) Total Revenue
Please note, different currencies. SOGP values in CNY, ASST values in USD

Frequently Asked Questions


SOGP and ASST have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASST has higher volatility (24.00%) compared to SOGP (16.73%). In terms of maximum drawdown, SOGP dropped -99.25% vs ASST's -98.78%.

SOGP currently has the higher Sharpe Ratio (1.26 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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